Does Blender work on IntelHD 4000
No you don't, Blender can render on CPU. But a compatible GPU is highly recommended in most cases. You can argue that some CPUs are better than some GPUs, but a high end GPU is probably the most reasonable way to go for most people. 

Since you are asking this question though, I would recommend to go with what you have for now and play around and learn the software. The GPU questions is about how much time your computer needs to render. After all you probably don't want to wait several days or month to render your animation and on the other hand, you probably don't need more than you have until you know the software quite well.